Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750557.6908 | 1587232.4796 | 163325.2111 | 344245742.9973 | 246012521.2888 | 98233221.7085 |
Total P&L (%) | 1750.5577 | 1587.2325 | 163.3252 | 344245.743 | 246012.5213 | 98233.2217 |
Avg Daily Profit (%) | 0.7736 | 0.7014 | 0.0722 | 0.3605 | 0.3456 | 0.305 |
Buy And Hold Return (%) | 12553.7824 | 12553.7824 | 12553.7824 | 12553.7824 | 12553.7824 | 12553.7824 |
Max Trade Drawdown | -48716 | -54599 | -82762 | -98463801 | -18780611 | -84063959 |
Profit Factor | 6.3468 | 13.2299 | 1.8265 | 2.8399 | 4.4109 | 1.8544 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 54.321 | 55 | 53.6585 | 54.321 | 55 | 53.6585 |
Ratio Avg Win / Avg Loss | 5.3371 | 10.8245 | 1.5774 | 2.3881 | 3.6089 | 1.6015 |
Largest Winning Trade | 625152 | 625152 | 61922 | 162290561 | 162290561 | 91126496 |
Largest Losing Trade | -39475 | -17251 | -39475 | -49801869 | -18465656 | -49801869 |
Avg Bars in Trades | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Winners | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 4243 | 2067 | 2176 | 4243 | 2067 | 2176 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160027 | -144250 | -258379 | -886 | 623583 | 466709 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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